Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 648617.4249 | 662186.8612 | -13569.4362 | -36440.9331 | -148262.225 | 111821.2919 |
Total P&L (%) | 648.6174 | 662.1869 | -13.5694 | -36.4409 | -148.2622 | 111.8213 |
Avg Daily Profit (%) | 0.335 | 0.342 | -0.007 | -0.0234 | 0 | 0.0388 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173391 | -123000 | -125039 | -434921 | -315920 | -189107 |
Profit Factor | 1.7106 | 2.3613 | 0.9682 | 0.971 | 0.7913 | 1.2053 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 53 | 21 | 32 | 53 | 21 | 32 |
Losing Trades | 81 | 46 | 35 | 81 | 46 | 35 |
Profitability (%) | 39.5522 | 31.3433 | 47.7612 | 39.5522 | 31.3433 | 47.7612 |
Ratio Avg Win / Avg Loss | 2.6143 | 5.1723 | 1.0589 | 1.4839 | 1.7333 | 1.3183 |
Largest Winning Trade | 603976 | 603976 | 39850 | 126908 | 126908 | 119087 |
Largest Losing Trade | -56678 | -37285 | -56678 | -85057 | -85057 | -84649 |
Avg Bars in Trades | 83 | 86 | 81 | 83 | 86 | 81 |
Avg Bars in Winners | 111 | 134 | 95 | 111 | 134 | 95 |
Avg Bars in Losers | 66 | 64 | 67 | 66 | 64 | 67 |
Bars Traded | 11252 | 5803 | 5449 | 11252 | 5803 | 5449 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314108 | -110464 | -696940 | -582819 | -702213 | -259432 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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